First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition.
Roberto AndreaniGabriel HaeserLeonardo M. MitoHéctor RamírezPaulo SilveiraPublished in: Math. Program. (2023)
Keyphrases
- optimality conditions
- semidefinite programming
- nonlinear programming
- constraint qualification
- linear programming
- kernel matrix
- interior point methods
- semi infinite
- semidefinite
- primal dual
- sufficient conditions
- maximum margin
- higher order
- metric learning
- dynamic programming
- decision trees
- upper bound
- objective function